LIBROS DEL AUTOR: jean pierre fouque

6 resultados para LIBROS DEL AUTOR: jean pierre fouque

jean pierre fouque Eliminar filtro Quitar filtros
  • Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
    Jean-Pierre Fouque
    This research monograph in financial mathematics can also be used as a graduate-level textbook. It explains financial models in which volatility of assets changes randomly over time. These are analyzed with a powerful approximation method and tested on financial data. More advanced topics are discussed in later chapters. ...
    Disponible

    107,20 €

  • Wave Propagation and Time Reversal in Randomly Layered Media
    George Papanicolaou / Jean-Pierre Fouque / Josselin Garnier
    The content of this book is multidisciplinary by nature. It uses mathematical tools from the theories of probability and stochastic processes, partial differential equations, and asymptotic analysis, combined with the physics of wave propagation and modeling of time reversal experiments. It is addressed to a wide audience of graduate students and rese...
    Disponible

    101,54 €

  • Wave Propagation and Time Reversal in Randomly Layered Media
    George Papanicolaou / Jean-Pierre Fouque / Josselin Garnier
    The content of this book is multidisciplinary by nature. It uses mathematical tools from the theories of probability and stochastic processes, partial differential equations, and asymptotic analysis, combined with the physics of wave propagation and modeling of time reversal experiments. It is addressed to a wide audience of graduate students and rese...
    Disponible

    118,63 €

  • Derivatives in Financial Markets with Stochastic Volatility
    George Papanicolaou / Jean-Pierre Fouque / K. Ronnie Sircar / KRonnie Sircar
    ...
    Disponible

    171,18 €

  • Diffuse Waves in Complex Media
    Jean-Pierre Fouque
    The NATO Advanced Study Institute on Diffuse Waves in Complex Media was held at the 'Centre de Physique des Houches' in France from March 17 to 27, 1998. The Schools’ scientific content, wave propagation in heterogeneous me­ dia, has covered many areas of fundamental and applied research. On the one hand, the understanding of wave propagation has cons...
    Disponible

    133,05 €

  • Diffuse Waves in Complex Media
    Jean-Pierre Fouque
    Preface. List of participants. Picture. Localization of waves; B. Van Tiggelen. Mathematical theory of localization; J. Lacroix. Localization of light in randomized periodic media; A. Klein. Photonic band gap materials; C. Soukoulis. High-contrast photonic crystals; A. Figotin. Photon statistics of a random laser; C. Beenakker. Spectra of large random matrices: a method o...
    Disponible

    205,46 €